Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51618.5 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48419.44 Kr¶

PnL: ---------------------------------------> -668.13 Kr¶

DD now: ---------------------------------> -0.627 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 13:59:44.684812'

Anic Portfolio¶

Today¶

Return: -0.04 %¶

This Week¶

Return: 8.608 %¶

Total¶

Return: 68.986 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.010000 809.600000 136.600000 20.300000 673.000000
Nordea Bank Abp 29 0.460000 3547.860000 93.860000 2.720000 3453.999992
SAAB B 8 1.400000 3464.800000 87.800000 2.600000 3377.000000
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
FM Mattsson Mora Group B 54 -4.890000 3256.200000 76.200000 2.400000 3180.000006
Swedbank A 3 2.000000 613.200000 49.200000 8.720000 564.000000
Fasadgruppen Group 38 0.550000 4187.600000 46.600000 1.130000 4140.999992
Resurs Holding 22 0.940000 617.100000 43.100000 7.510000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 0.160000 592.320000 35.320000 6.340000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.160000 388.100000 33.100000 9.320000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.300000 551.800000 24.800000 4.710000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Securitas B 6 2.370000 585.600000 15.600000 2.740000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 1.200000 540.400000 8.400000 1.580000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.490000 248.400000 2.400000 0.980000 246.000000
Boozt 12 1.470000 1654.800000 0.800000 0.050000 1653.999996
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.050000 544.000000 -2.000000 -0.370000 546.000000
Corem Property Group B 59 1.520000 572.300000 -4.700000 -0.810000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.610000 507.910000 -26.090000 -4.890000 533.999999
International Petroleum Corp. 5 0.440000 565.000000 -29.570000 -4.970000 594.565215
Essity B 2 -1.690000 536.200000 -37.800000 -6.590000 574.000000
Vivesto 1368 -0.340000 558.960000 -54.040000 -8.820000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.800000 2948.400000 -135.600000 -4.400000 3083.999994
OX2 22 4.470000 1849.100000 -139.900000 -7.030000 1989.000002
Axfood 15 -2.940000 3915.000000 -385.000000 -8.950000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48419.440000 -668.130000 -0.62736% 49087.564636

Updated:¶

'2023-02-01 13:59:57.903310'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶